You're in luck--I'm also a linux user
This is a problem which I'm afraid cannot be fixed readily: it's universal to total war games I have from Rome: total war on wards--even using WINE (It's actually because of the Total war series that I even have a dedicated Windows partition....If it would have worked on Linux perfectly, I'd have gone over alltogether, since I know my modding utilities will work on Linux)
I suspect it's a problem with the file format being incompatible with Linux. An alternative format will have to be found (as you did with the videos): problem is, I don't know what such a format would be.
EDIT: btw, which version of Linux do you use? Ubutu? Mint? Fedora? I know some versions are better than others with certain programs (pain in the rear IMO, but one must live with it...)
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